Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.slow.moving.average and PPO.Entry.Slow.Length

BEST PARAMETERS
PPO.Entry.type.of.slow.moving.average = Geometric_Mean
PPO.Entry.Slow.Length = 300
Profit account= 126 (per day adjusted to desire% DD )
Activity = 5.07 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.slow.moving.average = Geometric_Mean and PPO.Entry.Slow.Length = 300

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
186 67233.34 851.03 6944.22 6 480 358 -23.1 Geometric_Mean 300 GBPJPY 23.14740 43.2013963 12960.4189 29045.742 34.130103 0.5640224 No
276 98290.95 874.60 17273.14 6 564 428 -57.6 Geometric_Mean 300 NZDUSD 57.57713 17.3680060 5210.4018 17071.178 19.518841 0.6448662 No
96 64783.20 849.99 11920.65 6 393 282 -39.7 Geometric_Mean 300 EURJPY 39.73550 25.1664129 7549.9239 16303.608 19.180940 0.4623584 No
411 207129.58 871.35 54299.53 9 377 267 -181.0 Geometric_Mean 300 USDJPY 180.99843 5.5249097 1657.4729 11443.722 13.133324 0.4326620 No
141 74187.62 858.32 28114.25 7 300 212 -93.7 Geometric_Mean 300 EURUSD 93.71417 10.6707453 3201.2236 7916.372 9.223101 0.3495200 No
231 104339.28 848.96 47674.34 7 383 284 -158.9 Geometric_Mean 300 GBPUSD 158.91447 6.2926933 1887.8080 6565.751 7.733875 0.4511402 No
51 20713.10 799.37 10184.07 7 139 100 -33.9 Geometric_Mean 300 EURGBP 33.94690 29.4577708 8837.3312 6101.618 7.633033 0.1738869 No
6 122043.19 869.06 63836.29 8 519 398 -212.8 Geometric_Mean 300 AUDUSD 212.78763 4.6995212 1409.8564 5735.446 6.599597 0.5971970 No
456 455153.30 874.14 408602.47 11 752 549 -1362.0 Geometric_Mean 300 XAUUSD 1362.00823 0.7342100 220.2630 3341.781 3.822935 0.8602741 Yes
366 94363.27 873.73 93965.60 8 300 212 -313.2 Geometric_Mean 300 USDCHF 313.21867 3.1926577 957.7973 3012.696 3.448086 0.3433555 Yes
321 275454.44 847.01 778200.95 11 227 166 -2594.0 Geometric_Mean 300 USDCAD 2594.00317 0.3855045 115.6514 1061.889 1.253692 0.2680016 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5